-9.0%
BDX vs RRC
+31.0%
-40.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.0% |
| 7D | -3.6% | -1.7% | -1.8% | -3.4% |
| 30D | +0.7% | +3.6% | -2.9% | +0.4% |
| 3M | +19.0% | +8.8% | +10.1% | +18.0% |
| 6M | +10.8% | +0.8% | +10.0% | +10.4% |
| YTD | +20.1% | +19.0% | +1.2% | +17.6% |
| 1Y | +23.1% | +22.9% | +0.1% | +20.0% |
| All | -9.0% | +31.0% | -40.0% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling